+45.6%
SRE vs DOCU
-71.0%
+116.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -9.2% | -5.5% | -3.6% | -9.0% |
| 30D | -1.9% | +12.6% | -14.5% | -2.3% |
| 3M | -6.5% | +36.4% | -42.9% | -7.6% |
| 6M | -15.2% | +66.8% | -82.0% | -17.1% |
| YTD | -9.5% | +13.5% | -22.9% | -9.9% |
| 1Y | -13.2% | +11.3% | -24.5% | -13.6% |
| 3Y | +19.5% | +92.1% | -72.6% | +15.1% |
| All | +45.6% | -71.0% | +116.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling